Arbeitspapier
A recursive algorithm for volume-based sensitivity analysis of linear decision models
One problem impeding the use of linear decision models in practical applications is the difficulty in precisely specifying weights. In this paper, we analyze an approach to establish the stability of a decision, given approximate information on weights. This approach is based on comparing the volumes of regions in weight space, in which different alternatives are optimal. To compute those volumes, a recursive algorithm was developed. The efficiency of that algorithm is analyzed both analytically and via computational experiments.
- Sprache
-
Englisch
- Erschienen in
-
Series: Diskussionsbeiträge - Serie I ; No. 279
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Vetschera, Rudolf
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Konstanz, Fakultät für Wirtschaftswissenschaften und Statistik
- (wo)
-
Konstanz
- (wann)
-
1996
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Vetschera, Rudolf
- Universität Konstanz, Fakultät für Wirtschaftswissenschaften und Statistik
Entstanden
- 1996
Ähnliche Objekte (12)
Recursive portfolio selection with decision trees
Recursive Portfolio Selection with Decision Trees
A recursive algorithm to generate piecewise linear budget contraints
A recursive expectation-maximization algorithm for speaker tracking and separation
Recursive inverse dynamics sensitivity analysis of open-tree-type multibody systems
A Novel Recursive Algorithm for the Implementation of Adaptive Robot Controllers
Recursive Functions
Augmented Lagrangian index-3 semi-recursive formulations with projections : Direct sensitivity analysis
The generalized frequency-domain adaptive filtering algorithm as an approximation of the block recursive least-squares algorithm
Good Recursive Towers
Independent recursive axiomatization
Recursive spatial multiplexing
Recursive portfolio selection with decision trees
Recursive Portfolio Selection with Decision Trees
A recursive algorithm to generate piecewise linear budget contraints
A recursive expectation-maximization algorithm for speaker tracking and separation
Recursive inverse dynamics sensitivity analysis of open-tree-type multibody systems
A Novel Recursive Algorithm for the Implementation of Adaptive Robot Controllers
Recursive Functions
Augmented Lagrangian index-3 semi-recursive formulations with projections : Direct sensitivity analysis
The generalized frequency-domain adaptive filtering algorithm as an approximation of the block recursive least-squares algorithm
Good Recursive Towers
Independent recursive axiomatization
Recursive spatial multiplexing
Recursive portfolio selection with decision trees
Recursive Portfolio Selection with Decision Trees
A recursive algorithm to generate piecewise linear budget contraints
A recursive expectation-maximization algorithm for speaker tracking and separation
Recursive inverse dynamics sensitivity analysis of open-tree-type multibody systems
A Novel Recursive Algorithm for the Implementation of Adaptive Robot Controllers
Recursive Functions
Augmented Lagrangian index-3 semi-recursive formulations with projections : Direct sensitivity analysis
The generalized frequency-domain adaptive filtering algorithm as an approximation of the block recursive least-squares algorithm
Good Recursive Towers
Independent recursive axiomatization